Second, I decided to take the pulse of the MFI stock universe. As my faithful readers (getting up to about 60 now! Tell your friends, families and neighbors), I have a "Cruncher Program" which calculates the key statistics of a group of stocks, similar to the MFI website. Once every few months, I run it against the top 30 (I probably need to move to the top 50) and rank them and look at the median factors (note, ABC clearly has issues in their data and TTT zeros out). To me, it seems that stocks are not as expensive as a month ago).
| Stock | EY | ROC | EY Rank | ROC Rank | Sum | |
| ABC | 205% | 2918% | 1 | 3 | 4 | |
| SNTA | 73% | 2025% | 2 | 4 | 6 | |
| BDSI | 60% | 1123% | 3 | 6 | 9 | |
| SNTS | 21% | 3902% | 10 | 2 | 12 | |
| PDLI | 19% | 170668% | 12 | 1 | 13 | |
| CYTK | 26% | 752% | 6 | 11 | 17 | |
| UEPS | 16% | 1257% | 16 | 5 | 21 | |
| ONTY | 17% | 772% | 15 | 10 | 25 | |
| OSK | 22% | 254% | 8 | 18 | 26 | |
| SMED | 23% | 235% | 7 | 20 | 27 | |
| USMO | 29% | 155% | 5 | 25 | 30 | |
| TRMS | 57% | 111% | 4 | 28 | 32 | |
| UIS | 22% | 170% | 9 | 24 | 33 | |
| IMMU | 14% | 731% | 21 | 12 | 33 | |
| SOLR | 16% | 590% | 18 | 15 | 33 | |
| CEU | 20% | 196% | 11 | 23 | 34 | |
| CHKE | 12% | 854% | 26 | 8 | 34 | |
| JCOM | 12% | 777% | 25 | 9 | 34 | |
| WTW | 11% | 1114% | 28 | 7 | 35 | |
| LO | 14% | 684% | 22 | 14 | 36 | |
| VSNT | 13% | 720% | 24 | 13 | 37 | |
| PRSC | 15% | 247% | 19 | 19 | 38 | |
| CBPO | 19% | 128% | 13 | 27 | 40 | |
| EME | 17% | 149% | 14 | 26 | 40 | |
| UNTD | 15% | 233% | 20 | 21 | 41 | |
| QDEL | 12% | 277% | 27 | 17 | 44 | |
| VCLK | 10% | 513% | 29 | 16 | 45 | |
| DLX | 13% | 204% | 23 | 22 | 45 | |
| SVA | 16% | 94% | 17 | 29 | 46 | |
| TTT | 0% | 0% | 30 | 30 | 60 | |
| 30-Apr | Median | 16.8% | 551% | |||
| 3/19/10 | Median | 15.6% | 321% | |||
| 2/19/10 | Median | 18.8% | 329% | |||
| 11/06/09 | Median | 16.1% | 229% | |||
| 07/31/09 | Median | 19.7% | 212% | |||
| 04/16/09 | Median | 27.1% | 228% |
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4 comments:
What makes you say they're not as cheap when the EY is higher now than a month ago?
Whooops. Back to the old reading comprehension drawing board.....
Your rankings don't make sense to me. Some with higher EY are ranked lower. Why is that?
Drew - they are not ranked by EY alone. The book says to firat sort in descending EY order and score them 1 through 30. Then sort in descending ROC order and score them 1 to 30. Then you add the EY score and the ROC score and rank them based on that sum from lowest to highest.
MG
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